Principled Volume not showing up in Cycles Render
Looking at your material nodes, you are mixing a Surface Shader (Transparent BSDF) in with the volumetric - this may be the cause of your problems as the preview may behave differently to the actual render (especially with versions that support Eevee since the material preview will use Eevee to render while the actual render is using Cycles).
Generally you do not need to mix in 'transparency' with volumetric shaders - simply control the Density instead; ie, zero density is 100% transparent.
Try connecting the Principled Volume directly into the Volume socket of the Material Output and use the Noise Texture to vary the Density of the volume rather than to vary a mix shader.